000301 东方盛虹 — 海龟交易法则 回测明细
数据区间: 2015-01-05 ~ 2026-11-12 · 初始资金: ¥1,000,000 · 终值: ¥1.03M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +2.59%）
红色三角=买入 · 蓝绿三角=卖出 · 标记为实际成交价
账户净值曲线（每标的独立回测 ¥1,000,000）
回合交易明细（共 42 个回合）
| # | 入场日期 | 离场日期 | 入场价 | 离场价 | 盈亏 | 盈亏% | 离场方式 |
|---|
| 1 |
2015-02-27 |
2015-05-08 |
5.236800569 |
6.83316 |
¥30.4万 |
+30.44% |
跌破离场 |
| 2 |
2015-05-21 |
2015-06-29 |
7.870220357999999 |
9.07092 |
¥19.8万 |
+15.22% |
跌破离场 |
| 3 |
2015-10-19 |
2016-01-05 |
5.386995613999999 |
5.50449 |
¥3.2万 |
+2.15% |
跌破离场 |
| 4 |
2016-04-18 |
2016-04-21 |
4.926397475999999 |
4.57542 |
¥-10.9万 |
-7.15% |
跌破离场 |
| 5 |
2016-07-05 |
2016-07-28 |
4.415734323 |
4.33566 |
¥-2.6万 |
-1.84% |
跌破离场 |
| 6 |
2016-10-25 |
2016-12-06 |
4.716124412999999 |
5.08491 |
¥10.8万 |
+7.79% |
跌破离场 |
| 7 |
2017-01-04 |
2017-01-16 |
5.397008616999999 |
5.14485 |
¥-7.1万 |
-4.70% |
跌破离场 |
| 8 |
2017-02-21 |
2017-03-06 |
5.286865583999999 |
5.08491 |
¥-5.5万 |
-3.85% |
跌破离场 |
| 9 |
2017-10-13 |
2017-10-30 |
6.6085819799999985 |
5.5944 |
¥-20.2万 |
-15.37% |
跌破离场 |
| 10 |
2017-11-22 |
2017-12-12 |
6.131839 |
5.34465 |
¥-15.1万 |
-12.86% |
跌破离场 |
| 11 |
2018-01-09 |
2018-02-02 |
5.837580749 |
5.57442 |
¥-4.7万 |
-4.54% |
跌破离场 |
| 12 |
2018-02-14 |
2018-03-26 |
6.127957836 |
5.894100000000001 |
¥-3.7万 |
-3.85% |
跌破离场 |
| 13 |
2018-06-01 |
2018-07-09 |
6.788816033999999 |
5.94405 |
¥-11.7万 |
-12.47% |
跌破离场 |
| 14 |
2018-09-26 |
2018-10-12 |
6.808842039999998 |
6.00399 |
¥-9.7万 |
-11.85% |
跌破离场 |
| 15 |
2018-11-19 |
2018-11-26 |
5.9176847729999995 |
5.57442 |
¥-4.2万 |
-5.83% |
跌破离场 |
| 16 |
2019-02-26 |
2019-04-23 |
5.4370606289999985 |
6.133859999999999 |
¥8.8万 |
+12.78% |
跌破离场 |
| 17 |
2019-09-04 |
2019-09-23 |
5.296878587 |
5.36463 |
¥9,677 |
+1.25% |
跌破离场 |
| 18 |
2020-01-03 |
2020-01-17 |
5.246813572 |
5.16483 |
¥-1.2万 |
-1.59% |
跌破离场 |
| 19 |
2020-03-04 |
2020-03-13 |
5.286865583999999 |
4.70529 |
¥-8.5万 |
-11.03% |
跌破离场 |
| 20 |
2020-06-02 |
2020-10-28 |
5.427047625999999 |
6.313680000000001 |
¥11.2万 |
+16.30% |
跌破离场 |
| 21 |
2020-11-06 |
2020-12-23 |
8.090506424 |
9.47052 |
¥13.5万 |
+17.02% |
跌破离场 |
| 22 |
2021-01-08 |
2021-03-05 |
11.474901438 |
13.03695 |
¥12.7万 |
+13.58% |
跌破离场 |
| 23 |
2021-04-09 |
2021-06-17 |
15.069569515 |
15.954030000000003 |
¥6.1万 |
+5.84% |
跌破离场 |
| 24 |
2021-07-13 |
2021-08-06 |
24.521844346999995 |
23.4765 |
¥-4.8万 |
-4.29% |
跌破离场 |
| 25 |
2021-08-26 |
2021-09-27 |
29.388163805 |
31.31865 |
¥7.0万 |
+6.54% |
跌破离场 |
| 26 |
2022-02-24 |
2022-03-04 |
19.0247057 |
16.72326 |
¥-13.7万 |
-12.12% |
跌破离场 |
| 27 |
2022-05-24 |
2022-06-30 |
16.050843808999996 |
16.59339 |
¥3.4万 |
+3.35% |
跌破离场 |
| 28 |
2022-07-28 |
2022-08-26 |
18.574120564999998 |
21.08889 |
¥14.0万 |
+13.51% |
跌破离场 |
| 29 |
2022-12-12 |
2022-12-23 |
14.759166421999998 |
12.99699 |
¥-14.1万 |
-11.97% |
跌破离场 |
| 30 |
2023-02-01 |
2023-03-08 |
15.640310685999998 |
14.90508 |
¥-4.9万 |
-4.73% |
跌破离场 |
| 31 |
2023-08-01 |
2023-08-15 |
12.526266752999998 |
12.207780000000001 |
¥-2.5万 |
-2.57% |
跌破离场 |
| 32 |
2024-01-29 |
2024-03-05 |
10.033029005999998 |
10.24974 |
¥2.0万 |
+2.13% |
跌破离场 |
| 33 |
2024-07-22 |
2024-08-12 |
8.260727475 |
7.68231 |
¥-6.9万 |
-7.03% |
跌破离场 |
| 34 |
2024-10-09 |
2024-12-17 |
9.352805 |
9.07092 |
¥-2.7万 |
-3.04% |
跌破离场 |
| 35 |
2025-02-18 |
2025-03-17 |
9.001689697 |
9.16083 |
¥1.5万 |
+1.74% |
跌破离场 |
| 36 |
2025-05-06 |
2025-05-27 |
8.821455643 |
8.92107 |
¥9,936 |
+1.10% |
跌破离场 |
| 37 |
2025-07-11 |
2025-08-15 |
8.641221588999999 |
8.601389999999999 |
¥-4,483 |
-0.49% |
跌破离场 |
| 38 |
2025-08-26 |
2025-09-23 |
9.622495882999997 |
9.48051 |
¥-1.4万 |
-1.51% |
跌破离场 |
| 39 |
2025-11-11 |
2025-11-27 |
10.002989996999998 |
9.4905 |
¥-4.6万 |
-5.15% |
跌破离场 |
| 40 |
2025-12-23 |
2026-03-10 |
10.323406093 |
11.85813 |
¥12.6万 |
+14.83% |
跌破离场 |
| 41 |
2026-04-20 |
2026-05-25 |
12.195837653999998 |
12.37761 |
¥1.4万 |
+1.46% |
跌破离场 |
| 42 |
2026-08-07 |
2026-09-14 |
12.886734860999995 |
13.336649999999999 |
¥3.4万 |
+3.46% |
跌破离场 |
逐笔成交记录（共 84 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-27 |
突破买入 |
买入 |
5.23523 |
190500.0 |
¥99.8万 |
首仓入场 |
| 2015-05-08 |
跌破离场 |
卖出 |
6.83316 |
190500.0 |
¥1.30M |
|
| 2015-05-21 |
突破买入 |
买入 |
7.8678599999999985 |
164900.0 |
¥1.30M |
首仓入场 |
| 2015-06-29 |
跌破离场 |
卖出 |
9.07092 |
164900.0 |
¥1.50M |
|
| 2015-10-19 |
突破买入 |
买入 |
5.38538 |
278100.0 |
¥1.50M |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
5.50449 |
278100.0 |
¥1.53M |
|
| 2016-04-18 |
突破买入 |
买入 |
4.924919999999999 |
308100.0 |
¥1.52M |
首仓入场 |
| 2016-04-21 |
跌破离场 |
卖出 |
4.57542 |
308100.0 |
¥1.41M |
|
| 2016-07-05 |
突破买入 |
买入 |
4.414409999999999 |
322000.0 |
¥1.42M |
首仓入场 |
| 2016-07-28 |
跌破离场 |
卖出 |
4.33566 |
322000.0 |
¥1.40M |
|
| 2016-10-25 |
突破买入 |
买入 |
4.714709999999999 |
295300.0 |
¥1.39M |
首仓入场 |
| 2016-12-06 |
跌破离场 |
卖出 |
5.08491 |
295300.0 |
¥1.50M |
|
| 2017-01-04 |
突破买入 |
买入 |
5.395389999999999 |
278100.0 |
¥1.50M |
首仓入场 |
| 2017-01-16 |
跌破离场 |
卖出 |
5.14485 |
278100.0 |
¥1.43M |
|
| 2017-02-21 |
突破买入 |
买入 |
5.285279999999999 |
271700.0 |
¥1.44M |
首仓入场 |
| 2017-03-06 |
跌破离场 |
卖出 |
5.08491 |
271700.0 |
¥1.38M |
|
| 2017-10-13 |
突破买入 |
买入 |
6.6065999999999985 |
199200.0 |
¥1.32M |
首仓入场 |
| 2017-10-30 |
跌破离场 |
卖出 |
5.5944 |
199200.0 |
¥1.11M |
|
| 2017-11-22 |
突破买入 |
买入 |
6.13 |
191600.0 |
¥1.17M |
首仓入场 |
| 2017-12-12 |
跌破离场 |
卖出 |
5.34465 |
191600.0 |
¥1.02M |
|
| 2018-01-09 |
突破买入 |
买入 |
5.83583 |
175700.0 |
¥1.03M |
首仓入场 |
| 2018-02-02 |
跌破离场 |
卖出 |
5.57442 |
175700.0 |
¥97.9万 |
|
| 2018-02-14 |
突破买入 |
买入 |
6.126119999999999 |
158700.0 |
¥97.3万 |
首仓入场 |
| 2018-03-26 |
跌破离场 |
卖出 |
5.894100000000001 |
158700.0 |
¥93.5万 |
|
| 2018-06-01 |
突破买入 |
买入 |
6.786779999999999 |
138300.0 |
¥93.9万 |
首仓入场 |
| 2018-07-09 |
跌破离场 |
卖出 |
5.94405 |
138300.0 |
¥82.2万 |
|
| 2018-09-26 |
突破买入 |
买入 |
6.806799999999999 |
120400.0 |
¥82.0万 |
首仓入场 |
| 2018-10-12 |
跌破离场 |
卖出 |
6.00399 |
120400.0 |
¥72.3万 |
|
| 2018-11-19 |
突破买入 |
买入 |
5.915909999999999 |
123000.0 |
¥72.8万 |
首仓入场 |
| 2018-11-26 |
跌破离场 |
卖出 |
5.57442 |
123000.0 |
¥68.5万 |
|
| 2019-02-26 |
突破买入 |
买入 |
5.435429999999999 |
126300.0 |
¥68.7万 |
首仓入场 |
| 2019-04-23 |
跌破离场 |
卖出 |
6.133859999999999 |
126300.0 |
¥77.4万 |
|
| 2019-09-04 |
突破买入 |
买入 |
5.29529 |
146300.0 |
¥77.5万 |
首仓入场 |
| 2019-09-23 |
跌破离场 |
卖出 |
5.36463 |
146300.0 |
¥78.5万 |
|
| 2020-01-03 |
突破买入 |
买入 |
5.24524 |
149200.0 |
¥78.3万 |
首仓入场 |
| 2020-01-17 |
跌破离场 |
卖出 |
5.16483 |
149200.0 |
¥77.0万 |
|
| 2020-03-04 |
突破买入 |
买入 |
5.285279999999999 |
145700.0 |
¥77.0万 |
首仓入场 |
| 2020-03-13 |
跌破离场 |
卖出 |
4.70529 |
145700.0 |
¥68.5万 |
|
| 2020-06-02 |
突破买入 |
买入 |
5.425419999999999 |
126600.0 |
¥68.7万 |
首仓入场 |
| 2020-10-28 |
跌破离场 |
卖出 |
6.313680000000001 |
126600.0 |
¥79.9万 |
|
| 2020-11-06 |
突破买入 |
买入 |
8.08808 |
98300.0 |
¥79.5万 |
首仓入场 |
| 2020-12-23 |
跌破离场 |
卖出 |
9.47052 |
98300.0 |
¥93.1万 |
|
| 2021-01-08 |
突破买入 |
买入 |
11.47146 |
81400.0 |
¥93.4万 |
首仓入场 |
| 2021-03-05 |
跌破离场 |
卖出 |
13.03695 |
81400.0 |
¥1.06M |
|
| 2021-04-09 |
突破买入 |
买入 |
15.065049999999998 |
69900.0 |
¥1.05M |
首仓入场 |
| 2021-06-17 |
跌破离场 |
卖出 |
15.954030000000003 |
69900.0 |
¥1.11M |
|
| 2021-07-13 |
突破买入 |
买入 |
24.514489999999995 |
45600.0 |
¥1.12M |
首仓入场 |
| 2021-08-06 |
跌破离场 |
卖出 |
23.4765 |
45600.0 |
¥1.07M |
|
| 2021-08-26 |
突破买入 |
买入 |
29.379350000000002 |
36300.0 |
¥1.07M |
首仓入场 |
| 2021-09-27 |
跌破离场 |
卖出 |
31.31865 |
36300.0 |
¥1.14M |
|
| 2022-02-24 |
突破买入 |
买入 |
19.019 |
59400.0 |
¥1.13M |
首仓入场 |
| 2022-03-04 |
跌破离场 |
卖出 |
16.72326 |
59400.0 |
¥99.3万 |
|
| 2022-05-24 |
突破买入 |
买入 |
16.04603 |
62700.0 |
¥1.01M |
首仓入场 |
| 2022-06-30 |
跌破离场 |
卖出 |
16.59339 |
62700.0 |
¥1.04M |
|
| 2022-07-28 |
突破买入 |
买入 |
18.56855 |
55900.0 |
¥1.04M |
首仓入场 |
| 2022-08-26 |
跌破离场 |
卖出 |
21.08889 |
55900.0 |
¥1.18M |
|
| 2022-12-12 |
突破买入 |
买入 |
14.754739999999998 |
79900.0 |
¥1.18M |
首仓入场 |
| 2022-12-23 |
跌破离场 |
卖出 |
12.99699 |
79900.0 |
¥1.04M |
|
| 2023-02-01 |
突破买入 |
买入 |
15.635619999999998 |
66400.0 |
¥1.04M |
首仓入场 |
| 2023-03-08 |
跌破离场 |
卖出 |
14.90508 |
66400.0 |
¥98.9万 |
|
| 2023-08-01 |
突破买入 |
买入 |
12.522509999999999 |
78600.0 |
¥98.5万 |
首仓入场 |
| 2023-08-15 |
跌破离场 |
卖出 |
12.207780000000001 |
78600.0 |
¥95.9万 |
|
| 2024-01-29 |
突破买入 |
买入 |
10.030019999999999 |
95800.0 |
¥96.1万 |
首仓入场 |
| 2024-03-05 |
跌破离场 |
卖出 |
10.24974 |
95800.0 |
¥98.2万 |
|
| 2024-07-22 |
突破买入 |
买入 |
8.258249999999999 |
119100.0 |
¥98.4万 |
首仓入场 |
| 2024-08-12 |
跌破离场 |
卖出 |
7.68231 |
119100.0 |
¥91.5万 |
|
| 2024-10-09 |
突破买入 |
买入 |
9.35 |
96000.0 |
¥89.8万 |
首仓入场 |
| 2024-12-17 |
跌破离场 |
卖出 |
9.07092 |
96000.0 |
¥87.1万 |
|
| 2025-02-18 |
突破买入 |
买入 |
8.99899 |
98500.0 |
¥88.7万 |
首仓入场 |
| 2025-03-17 |
跌破离场 |
卖出 |
9.16083 |
98500.0 |
¥90.2万 |
|
| 2025-05-06 |
突破买入 |
买入 |
8.81881 |
102500.0 |
¥90.4万 |
首仓入场 |
| 2025-05-27 |
跌破离场 |
卖出 |
8.92107 |
102500.0 |
¥91.4万 |
|
| 2025-07-11 |
突破买入 |
买入 |
8.63863 |
105700.0 |
¥91.3万 |
首仓入场 |
| 2025-08-15 |
跌破离场 |
卖出 |
8.601389999999999 |
105700.0 |
¥90.9万 |
|
| 2025-08-26 |
突破买入 |
买入 |
9.619609999999998 |
94400.0 |
¥90.8万 |
首仓入场 |
| 2025-09-23 |
跌破离场 |
卖出 |
9.48051 |
94400.0 |
¥89.5万 |
|
| 2025-11-11 |
突破买入 |
买入 |
9.999989999999999 |
89000.0 |
¥89.0万 |
首仓入场 |
| 2025-11-27 |
跌破离场 |
卖出 |
9.4905 |
89000.0 |
¥84.4万 |
|
| 2025-12-23 |
突破买入 |
买入 |
10.32031 |
82300.0 |
¥85.0万 |
首仓入场 |
| 2026-03-10 |
跌破离场 |
卖出 |
11.85813 |
82300.0 |
¥97.6万 |
|
| 2026-04-20 |
突破买入 |
买入 |
12.192179999999999 |
80000.0 |
¥97.6万 |
首仓入场 |
| 2026-05-25 |
跌破离场 |
卖出 |
12.37761 |
80000.0 |
¥99.0万 |
|
| 2026-08-07 |
突破买入 |
买入 |
12.882869999999997 |
76600.0 |
¥98.7万 |
首仓入场 |
| 2026-09-14 |
跌破离场 |
卖出 |
13.336649999999999 |
76600.0 |
¥1.02M |
|